Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-10-12 0.416690 0.462003 0.512593 0.573744 0.646320 0.730551 0.836978
2025-10-19 0.355850 0.411357 0.477431 0.563286 0.674069 0.815444 1.015202
2025-10-26 0.319384 0.380791 0.457516 0.563042 0.708914 0.911056 1.227895
2025-11-02 0.285692 0.348197 0.429077 0.545129 0.714318 0.964899 1.394126
2025-11-09 0.255817 0.316785 0.397719 0.517585 0.699628 0.983912 1.508382
2025-11-16 0.238601 0.300214 0.384150 0.512591 0.716278 1.053311 1.730257
2025-11-23 0.231680 0.296742 0.388000 0.533003 0.775035 1.205042 2.169805
2025-11-30 0.220116 0.285602 0.379444 0.532815 0.799090 1.299784 2.533516
2025-12-07 0.208025 0.272701 0.366984 0.524642 0.807442 1.365624 2.862113
2025-12-14 0.196840 0.260308 0.354198 0.514351 0.810032 1.419897 3.191768
2025-12-21 0.186795 0.248942 0.342085 0.503824 0.810397 1.469293 3.540365
2025-12-28 0.184014 0.248241 0.346513 0.522126 0.869680 1.670537 4.571961
2026-01-04 0.183614 0.251508 0.358141 0.555872 0.970251 2.022202 6.767446
2026-01-11 0.175444 0.242138 0.348261 0.548769 0.981663 2.139917 8.100452
2026-01-18 0.169435 0.235816 0.342992 0.549829 1.011965 2.328309 10.367475
2026-01-25 0.160927 0.225018 0.329340 0.533083 0.997303 2.369062 11.711764
2026-02-01 0.151467 0.212254 0.311576 0.506653 0.955299 2.304866 12.020487
2026-02-08 0.146193 0.206058 0.304873 0.501916 0.966697 2.435290 14.879540
2026-02-15 0.145081 0.206589 0.309959 0.521745 1.044931 2.860173 24.900306
2026-02-22 0.141076 0.202097 0.305747 0.521584 1.070090 3.090589 35.426236
2026-03-01 0.136250 0.196005 0.298267 0.513673 1.072313 3.223203 46.802686
2026-03-08 0.131446 0.189755 0.290161 0.503701 1.067083 3.320845 60.947865
2026-03-15 0.126898 0.183764 0.282236 0.493494 1.059684 3.407192 80.376716